A Legendre-based computational method for solving a class of Itô stochastic delay differential equations (Q1736409)

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A Legendre-based computational method for solving a class of Itô stochastic delay differential equations
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    A Legendre-based computational method for solving a class of Itô stochastic delay differential equations (English)
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    26 March 2019
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    Legendre collocation method
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    stochastic delay differential equations
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    strong solution
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    Lamperti transformation
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    Wiener process
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